FTSE ST All-Share Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:9.19% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0150 | 17.49 | |
| 0.1407 | 52.14 | |
| 0.8382 | 355.01 | |
| 0.2919 | 31.51 |
Estimation Period:
Aug 30, 1999 to Apr 17, 2025
Aug 30, 1999 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices